Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-02 0.337314 0.370093 0.405825 0.447877 0.496274 0.550549 0.616470
2025-03-09 0.298007 0.340029 0.388479 0.449090 0.523776 0.613996 0.733118
2025-03-16 0.276397 0.325373 0.384459 0.462248 0.563920 0.695207 0.882678
2025-03-23 0.256643 0.309847 0.376466 0.468018 0.593944 0.766556 1.031731
2025-03-30 0.239089 0.294802 0.366781 0.469430 0.617133 0.830913 1.182855
2025-04-06 0.222959 0.279814 0.355243 0.466299 0.632583 0.885409 1.329563
2025-04-13 0.204234 0.259676 0.334693 0.447831 0.622487 0.898524 1.409669
2025-04-20 0.194463 0.250876 0.328917 0.449888 0.643371 0.963525 1.595785
2025-04-27 0.185372 0.242252 0.322508 0.450041 0.660781 1.024900 1.790531
2025-05-04 0.177057 0.234084 0.315999 0.449163 0.675998 1.084394 1.997757
2025-05-11 0.170536 0.228024 0.312062 0.451795 0.697222 1.158217 2.259165
2025-05-18 0.160434 0.216077 0.298340 0.437144 0.685909 1.166653 2.368019
2025-05-25 0.150357 0.203873 0.283827 0.420610 0.670495 1.166805 2.463753
2025-06-01 0.145529 0.199292 0.280880 0.423363 0.691313 1.246418 2.803574
2025-06-08 0.143331 0.198548 0.283871 0.436538 0.733764 1.382144 3.373294
2025-06-15 0.139806 0.195517 0.282917 0.442537 0.762684 1.493534 3.932996
2025-06-22 0.135717 0.191361 0.279808 0.444263 0.782933 1.588605 4.498369
2025-06-29 0.131123 0.186163 0.274621 0.441622 0.793451 1.661291 5.029543
2025-07-06 0.124302 0.177083 0.262379 0.424647 0.770457 1.639430 5.142560
2025-07-13 0.121216 0.173923 0.260083 0.426651 0.790393 1.741698 5.914232
2025-07-20 0.118024 0.170436 0.257010 0.426852 0.806198 1.836386 6.745707
2025-07-27 0.114870 0.166869 0.253593 0.426073 0.819591 1.927646 7.666091
2025-08-03 0.112405 0.164337 0.251858 0.428541 0.841215 2.051487 8.964699